-1.6%
MDLN vs IP
-3.8%
+2.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +1.5% | +16.9% | +18.2% |
| 7D | +24.7% | +3.4% | +21.3% | +24.1% |
| 30D | +12.7% | +11.2% | +1.5% | +11.2% |
| 3M | -4.0% | -14.8% | +10.8% | -2.5% |
| 6M | -8.7% | +17.3% | -26.0% | -7.7% |
| YTD | -3.9% | -6.2% | +2.2% | -0.6% |
| All | -1.6% | -3.8% | +2.2% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling